Macroeconomic determinants of credit risk : a P-VAR approach evidence from Europe
Ahlem-Selma Messai, Mohamed Imen Gallali
| Year of publication: |
2019
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|---|---|
| Authors: | Messai, Ahlem Selma ; Gallali, Mohamed Imen |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 12.2019, 1, p. 15-24
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| Subject: | macroprudential approach | credit risk | NPL | non-performing loans | PVAR approach | Kreditrisiko | Credit risk | Notleidender Kredit | Non-performing loan | EU-Staaten | EU countries | Schätzung | Estimation | Basler Akkord | Basel Accord | Europa | Europe | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021781